+2,053.0%
LLY vs EPAM
+158.4%
+1,894.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +4.6% | -1.1% | +5.7% | +4.7% |
| 30D | +22.4% | +41.8% | -19.5% | +17.5% |
| 3M | +17.1% | +63.4% | -46.2% | +10.7% |
| 6M | +44.6% | +72.2% | -27.6% | +34.9% |
| YTD | +33.5% | -20.0% | +53.5% | +35.0% |
| 1Y | +41.1% | -9.0% | +50.2% | +40.6% |
| 3Y | +143.8% | -30.4% | +174.2% | +145.1% |
| 5Y | +473.4% | -75.6% | +549.0% | +551.0% |
| All | +2,053.0% | +158.4% | +1,894.5% | +1,536.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling